ANGELONE
Angel One Limited
Historical option data for ANGELONE
12 Dec 2025 04:13 PM IST
| ANGELONE 30-DEC-2025 2750 CE | ||||||||||||||||
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Delta: 0.22
Vega: 1.68
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 2595.30 | 20.55 | -2.85 | 29.97 | 1,388 | 1 | 1,451 | |||||||||
| 11 Dec | 2577.40 | 22.2 | 10.75 | 32.34 | 2,376 | 44 | 1,700 | |||||||||
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| 10 Dec | 2478.30 | 10.75 | -5.9 | 34.36 | 1,075 | -47 | 1,646 | |||||||||
| 9 Dec | 2533.50 | 15.85 | -1.6 | 31.93 | 1,628 | -67 | 1,695 | |||||||||
| 8 Dec | 2542.60 | 16.8 | -16.65 | 30.70 | 3,156 | 221 | 1,770 | |||||||||
| 5 Dec | 2641.70 | 32.6 | -4.65 | 23.42 | 1,220 | -36 | 1,554 | |||||||||
| 4 Dec | 2625.00 | 37.65 | -5.9 | 27.96 | 2,495 | -74 | 1,589 | |||||||||
| 3 Dec | 2670.20 | 39.65 | -60.6 | 23.60 | 8,326 | 446 | 1,662 | |||||||||
| 2 Dec | 2814.20 | 98.9 | 1.65 | 16.84 | 1,793 | 210 | 1,215 | |||||||||
| 1 Dec | 2763.40 | 91.7 | 9.2 | 25.02 | 5,032 | -7 | 1,004 | |||||||||
| 28 Nov | 2703.80 | 83.5 | -9.5 | 28.74 | 1,970 | 62 | 1,012 | |||||||||
| 27 Nov | 2764.20 | 91 | -2.3 | 21.98 | 2,418 | 262 | 942 | |||||||||
| 26 Nov | 2749.50 | 92.5 | 13.2 | 23.70 | 2,509 | 464 | 674 | |||||||||
| 25 Nov | 2687.70 | 79.9 | -11.5 | 27.14 | 262 | 63 | 210 | |||||||||
| 24 Nov | 2678.50 | 91 | -34.7 | 32.63 | 219 | 74 | 147 | |||||||||
| 21 Nov | 2748.10 | 124.55 | -33.45 | 31.29 | 42 | 33 | 72 | |||||||||
| 20 Nov | 2814.30 | 158 | -0.5 | 28.18 | 15 | 11 | 39 | |||||||||
| 19 Nov | 2813.90 | 158.5 | 14.05 | 29.17 | 10 | 2 | 27 | |||||||||
| 18 Nov | 2793.40 | 144.45 | -24.75 | 27.99 | 19 | 16 | 25 | |||||||||
| 17 Nov | 2847.40 | 169.1 | 62.4 | 21.56 | 16 | 4 | 9 | |||||||||
| 14 Nov | 2745.30 | 106.7 | 13.1 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2713.50 | 106.7 | 13.1 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 2679.50 | 106.7 | 13.1 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 2641.40 | 106.7 | 13.1 | - | 0 | 1 | 0 | |||||||||
| 10 Nov | 2606.40 | 106.7 | 13.1 | 39.08 | 1 | 0 | 4 | |||||||||
| 7 Nov | 2616.40 | 93.6 | 37.6 | 34.26 | 3 | 1 | 3 | |||||||||
| 6 Nov | 2486.50 | 56 | -22 | 35.44 | 2 | 0 | 1 | |||||||||
| 4 Nov | 2518.40 | 78 | -2.7 | 37.60 | 1 | 0 | 1 | |||||||||
| 3 Nov | 2563.80 | 80.7 | -75.4 | 33.85 | 1 | 0 | 0 | |||||||||
| 31 Oct | 2492.40 | 156.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Angel One Limited - strike price 2750 expiring on 30DEC2025
Delta for 2750 CE is 0.22
Historical price for 2750 CE is as follows
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 20.55, which was -2.85 lower than the previous day. The implied volatity was 29.97, the open interest changed by 1 which increased total open position to 1451
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 22.2, which was 10.75 higher than the previous day. The implied volatity was 32.34, the open interest changed by 44 which increased total open position to 1700
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 10.75, which was -5.9 lower than the previous day. The implied volatity was 34.36, the open interest changed by -47 which decreased total open position to 1646
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 15.85, which was -1.6 lower than the previous day. The implied volatity was 31.93, the open interest changed by -67 which decreased total open position to 1695
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 16.8, which was -16.65 lower than the previous day. The implied volatity was 30.70, the open interest changed by 221 which increased total open position to 1770
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 32.6, which was -4.65 lower than the previous day. The implied volatity was 23.42, the open interest changed by -36 which decreased total open position to 1554
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 37.65, which was -5.9 lower than the previous day. The implied volatity was 27.96, the open interest changed by -74 which decreased total open position to 1589
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 39.65, which was -60.6 lower than the previous day. The implied volatity was 23.60, the open interest changed by 446 which increased total open position to 1662
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 98.9, which was 1.65 higher than the previous day. The implied volatity was 16.84, the open interest changed by 210 which increased total open position to 1215
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 91.7, which was 9.2 higher than the previous day. The implied volatity was 25.02, the open interest changed by -7 which decreased total open position to 1004
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 83.5, which was -9.5 lower than the previous day. The implied volatity was 28.74, the open interest changed by 62 which increased total open position to 1012
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 91, which was -2.3 lower than the previous day. The implied volatity was 21.98, the open interest changed by 262 which increased total open position to 942
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 92.5, which was 13.2 higher than the previous day. The implied volatity was 23.70, the open interest changed by 464 which increased total open position to 674
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 79.9, which was -11.5 lower than the previous day. The implied volatity was 27.14, the open interest changed by 63 which increased total open position to 210
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 91, which was -34.7 lower than the previous day. The implied volatity was 32.63, the open interest changed by 74 which increased total open position to 147
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 124.55, which was -33.45 lower than the previous day. The implied volatity was 31.29, the open interest changed by 33 which increased total open position to 72
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 158, which was -0.5 lower than the previous day. The implied volatity was 28.18, the open interest changed by 11 which increased total open position to 39
On 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 158.5, which was 14.05 higher than the previous day. The implied volatity was 29.17, the open interest changed by 2 which increased total open position to 27
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 144.45, which was -24.75 lower than the previous day. The implied volatity was 27.99, the open interest changed by 16 which increased total open position to 25
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 169.1, which was 62.4 higher than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 9
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 106.7, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 106.7, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 106.7, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 106.7, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 106.7, which was 13.1 higher than the previous day. The implied volatity was 39.08, the open interest changed by 0 which decreased total open position to 4
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 93.6, which was 37.6 higher than the previous day. The implied volatity was 34.26, the open interest changed by 1 which increased total open position to 3
On 6 Nov ANGELONE was trading at 2486.50. The strike last trading price was 56, which was -22 lower than the previous day. The implied volatity was 35.44, the open interest changed by 0 which decreased total open position to 1
On 4 Nov ANGELONE was trading at 2518.40. The strike last trading price was 78, which was -2.7 lower than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 1
On 3 Nov ANGELONE was trading at 2563.80. The strike last trading price was 80.7, which was -75.4 lower than the previous day. The implied volatity was 33.85, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 156.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| ANGELONE 30DEC2025 2750 PE | |||||||
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Delta: -0.67
Vega: 2.08
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 2595.30 | 202.65 | -6.75 | 49.08 | 21 | -4 | 214 |
| 11 Dec | 2577.40 | 209.4 | -110.3 | 45.17 | 30 | -16 | 215 |
| 10 Dec | 2478.30 | 320.15 | 60.15 | 65.91 | 35 | -16 | 234 |
| 9 Dec | 2533.50 | 261.3 | 7.25 | 52.80 | 61 | -22 | 256 |
| 8 Dec | 2542.60 | 252.05 | 78.4 | 50.73 | 21 | -4 | 281 |
| 5 Dec | 2641.70 | 175.85 | 0.15 | 46.50 | 68 | -11 | 285 |
| 4 Dec | 2625.00 | 178 | 2.75 | 41.24 | 137 | -5 | 296 |
| 3 Dec | 2670.20 | 192 | 96.75 | 52.93 | 1,500 | -27 | 303 |
| 2 Dec | 2814.20 | 97.7 | -6.95 | 43.41 | 1,011 | 19 | 330 |
| 1 Dec | 2763.40 | 108 | -17.85 | 39.35 | 672 | 27 | 304 |
| 28 Nov | 2703.80 | 122.65 | 1.9 | 35.36 | 456 | 29 | 277 |
| 27 Nov | 2764.20 | 120.95 | 0.25 | 41.86 | 353 | 94 | 248 |
| 26 Nov | 2749.50 | 123.15 | -26.95 | 40.71 | 523 | 94 | 154 |
| 25 Nov | 2687.70 | 151 | -1.4 | 41.58 | 81 | 10 | 58 |
| 24 Nov | 2678.50 | 153 | 29.4 | 38.81 | 133 | -42 | 48 |
| 21 Nov | 2748.10 | 122.05 | 20.05 | 37.70 | 223 | 46 | 83 |
| 20 Nov | 2814.30 | 102 | 12.2 | 39.69 | 34 | 5 | 38 |
| 19 Nov | 2813.90 | 89.8 | -16.2 | 35.13 | 13 | 6 | 32 |
| 18 Nov | 2793.40 | 106 | 25.5 | 37.37 | 13 | 7 | 25 |
| 17 Nov | 2847.40 | 80.5 | -53.6 | 36.39 | 27 | -3 | 17 |
| 14 Nov | 2745.30 | 127.95 | -22 | 36.80 | 17 | 10 | 20 |
| 13 Nov | 2713.50 | 149.95 | -44.45 | 38.11 | 15 | 0 | 10 |
| 12 Nov | 2679.50 | 194.4 | 0.4 | 45.37 | 4 | 0 | 10 |
| 11 Nov | 2641.40 | 194 | -20.55 | 39.52 | 6 | 0 | 10 |
| 10 Nov | 2606.40 | 214.55 | -76.1 | 39.94 | 12 | 5 | 8 |
| 7 Nov | 2616.40 | 290.65 | -48.7 | - | 0 | 0 | 0 |
| 6 Nov | 2486.50 | 290.65 | -48.7 | - | 0 | 3 | 0 |
| 4 Nov | 2518.40 | 290.65 | -48.7 | 44.79 | 3 | 0 | 0 |
| 3 Nov | 2563.80 | 339.35 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 2492.40 | 339.35 | 0 | - | 0 | 0 | 0 |
For Angel One Limited - strike price 2750 expiring on 30DEC2025
Delta for 2750 PE is -0.67
Historical price for 2750 PE is as follows
On 12 Dec ANGELONE was trading at 2595.30. The strike last trading price was 202.65, which was -6.75 lower than the previous day. The implied volatity was 49.08, the open interest changed by -4 which decreased total open position to 214
On 11 Dec ANGELONE was trading at 2577.40. The strike last trading price was 209.4, which was -110.3 lower than the previous day. The implied volatity was 45.17, the open interest changed by -16 which decreased total open position to 215
On 10 Dec ANGELONE was trading at 2478.30. The strike last trading price was 320.15, which was 60.15 higher than the previous day. The implied volatity was 65.91, the open interest changed by -16 which decreased total open position to 234
On 9 Dec ANGELONE was trading at 2533.50. The strike last trading price was 261.3, which was 7.25 higher than the previous day. The implied volatity was 52.80, the open interest changed by -22 which decreased total open position to 256
On 8 Dec ANGELONE was trading at 2542.60. The strike last trading price was 252.05, which was 78.4 higher than the previous day. The implied volatity was 50.73, the open interest changed by -4 which decreased total open position to 281
On 5 Dec ANGELONE was trading at 2641.70. The strike last trading price was 175.85, which was 0.15 higher than the previous day. The implied volatity was 46.50, the open interest changed by -11 which decreased total open position to 285
On 4 Dec ANGELONE was trading at 2625.00. The strike last trading price was 178, which was 2.75 higher than the previous day. The implied volatity was 41.24, the open interest changed by -5 which decreased total open position to 296
On 3 Dec ANGELONE was trading at 2670.20. The strike last trading price was 192, which was 96.75 higher than the previous day. The implied volatity was 52.93, the open interest changed by -27 which decreased total open position to 303
On 2 Dec ANGELONE was trading at 2814.20. The strike last trading price was 97.7, which was -6.95 lower than the previous day. The implied volatity was 43.41, the open interest changed by 19 which increased total open position to 330
On 1 Dec ANGELONE was trading at 2763.40. The strike last trading price was 108, which was -17.85 lower than the previous day. The implied volatity was 39.35, the open interest changed by 27 which increased total open position to 304
On 28 Nov ANGELONE was trading at 2703.80. The strike last trading price was 122.65, which was 1.9 higher than the previous day. The implied volatity was 35.36, the open interest changed by 29 which increased total open position to 277
On 27 Nov ANGELONE was trading at 2764.20. The strike last trading price was 120.95, which was 0.25 higher than the previous day. The implied volatity was 41.86, the open interest changed by 94 which increased total open position to 248
On 26 Nov ANGELONE was trading at 2749.50. The strike last trading price was 123.15, which was -26.95 lower than the previous day. The implied volatity was 40.71, the open interest changed by 94 which increased total open position to 154
On 25 Nov ANGELONE was trading at 2687.70. The strike last trading price was 151, which was -1.4 lower than the previous day. The implied volatity was 41.58, the open interest changed by 10 which increased total open position to 58
On 24 Nov ANGELONE was trading at 2678.50. The strike last trading price was 153, which was 29.4 higher than the previous day. The implied volatity was 38.81, the open interest changed by -42 which decreased total open position to 48
On 21 Nov ANGELONE was trading at 2748.10. The strike last trading price was 122.05, which was 20.05 higher than the previous day. The implied volatity was 37.70, the open interest changed by 46 which increased total open position to 83
On 20 Nov ANGELONE was trading at 2814.30. The strike last trading price was 102, which was 12.2 higher than the previous day. The implied volatity was 39.69, the open interest changed by 5 which increased total open position to 38
On 19 Nov ANGELONE was trading at 2813.90. The strike last trading price was 89.8, which was -16.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by 6 which increased total open position to 32
On 18 Nov ANGELONE was trading at 2793.40. The strike last trading price was 106, which was 25.5 higher than the previous day. The implied volatity was 37.37, the open interest changed by 7 which increased total open position to 25
On 17 Nov ANGELONE was trading at 2847.40. The strike last trading price was 80.5, which was -53.6 lower than the previous day. The implied volatity was 36.39, the open interest changed by -3 which decreased total open position to 17
On 14 Nov ANGELONE was trading at 2745.30. The strike last trading price was 127.95, which was -22 lower than the previous day. The implied volatity was 36.80, the open interest changed by 10 which increased total open position to 20
On 13 Nov ANGELONE was trading at 2713.50. The strike last trading price was 149.95, which was -44.45 lower than the previous day. The implied volatity was 38.11, the open interest changed by 0 which decreased total open position to 10
On 12 Nov ANGELONE was trading at 2679.50. The strike last trading price was 194.4, which was 0.4 higher than the previous day. The implied volatity was 45.37, the open interest changed by 0 which decreased total open position to 10
On 11 Nov ANGELONE was trading at 2641.40. The strike last trading price was 194, which was -20.55 lower than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 10
On 10 Nov ANGELONE was trading at 2606.40. The strike last trading price was 214.55, which was -76.1 lower than the previous day. The implied volatity was 39.94, the open interest changed by 5 which increased total open position to 8
On 7 Nov ANGELONE was trading at 2616.40. The strike last trading price was 290.65, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov ANGELONE was trading at 2486.50. The strike last trading price was 290.65, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Nov ANGELONE was trading at 2518.40. The strike last trading price was 290.65, which was -48.7 lower than the previous day. The implied volatity was 44.79, the open interest changed by 0 which decreased total open position to 0
On 3 Nov ANGELONE was trading at 2563.80. The strike last trading price was 339.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct ANGELONE was trading at 2492.40. The strike last trading price was 339.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































